Pandas reverse of diff()

问题:

I have calculated the differences between consecutive values in a series, but I cannot reverse / undifference them using diffinv():

ds_sqrt = np.sqrt(ds)
ds_sqrt = pd.DataFrame(ds_sqrt)
ds_diff = ds_sqrt.diff().values

How can I undifference this?

回答1:

You can do this via numpy. Algorithm courtesy of @Divakar.

Of course, you need to know the first item in your series for this to work.

df = pd.DataFrame({'A': np.random.randint(0, 10, 10)})
df['B'] = df['A'].diff()

x, x_diff = df['A'].iloc[0], df['B'].iloc[1:]
df['C'] = np.r_[x, x_diff].cumsum().astype(int)

#    A    B  C
# 0  8  NaN  8
# 1  5 -3.0  5
# 2  4 -1.0  4
# 3  3 -1.0  3
# 4  9  6.0  9
# 5  7 -2.0  7
# 6  4 -3.0  4
# 7  0 -4.0  0
# 8  8  8.0  8
# 9  1 -7.0  1